1. Quark.
Come on, it's Quark! The guy made the show!
Better written than most other DS9 characters, more complex, able to shine in both lighter/comedic episodes ("The Magnificent Ferengi" still stands as probably the funniest Trek episode) or more dramatic episodes.
Armin Shimmerman also delivers one of the best performances of the DS9 cast, so it helps.

2. Garak.
Garak is a paradox: strong and dangerous (be it through cunning as in "In the Pale Moonlight" or sheer ruthlessness as in "Empok Nor"), yet weak, powerless and isolated, exiled to a life he secretely despises and always looking over his shoulder.
More articulate than most, cunning and playful yet scheming and sometimes treacherous.

I don't know why I like Ezri. She's exactly the kind of characters I've grown to hate, yet remains an exception.
Maybe is it Nicole de Boer's cuteness?

4. Weyoun.
Jeffrey Combs' description is better than any I could manage, so just refer to a few posts up.

5. Early Dukat.
Pre-S5ish Dukat was just the archetype of the magnificent bastard, a kind of character whose success depends entirely on whether they are sufficiently charismatic to pull it off... and Dukat oozes charisma early on (which only serves to make his late treatment more egregious).

Honorable mention: Martok.

On the other hand, I hated Kira/Visitor and, to a lesser extent, Sisko/Brooks.